+190.5%
SNDK vs MTSI
+10.3%
+180.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.5% | +8.4% | +8.4% |
| 7D | +17.2% | +1.4% | +15.8% | +15.8% |
| 30D | +28.8% | +2.1% | +26.8% | +19.9% |
| 3M | -1.1% | -29.7% | +28.6% | +41.9% |
| 6M | +190.5% | +12.5% | +177.9% | +174.1% |
| All | +190.5% | +10.3% | +180.2% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling